improve training and model data

This commit is contained in:
Dobromir Popov
2025-07-07 15:48:25 +03:00
parent 271e7d59b5
commit 2d8f763eeb
16 changed files with 2047 additions and 1699 deletions

View File

@ -339,12 +339,64 @@ class TransformerModel:
# Ensure X_features has the right shape
if X_features is None:
# Create dummy features with zeros
X_features = np.zeros((X_ts.shape[0], self.feature_input_shape))
# Extract features from time series data if no external features provided
X_features = self._extract_features_from_timeseries(X_ts)
elif len(X_features.shape) == 1:
# Single sample, add batch dimension
X_features = np.expand_dims(X_features, axis=0)
def _extract_features_from_timeseries(self, X_ts: np.ndarray) -> np.ndarray:
"""Extract meaningful features from time series data instead of using dummy zeros"""
try:
batch_size = X_ts.shape[0]
features = []
for i in range(batch_size):
sample = X_ts[i] # Shape: (timesteps, features)
# Extract statistical features from each feature dimension
sample_features = []
for feature_idx in range(sample.shape[1]):
feature_data = sample[:, feature_idx]
# Basic statistical features
sample_features.extend([
np.mean(feature_data), # Mean
np.std(feature_data), # Standard deviation
np.min(feature_data), # Minimum
np.max(feature_data), # Maximum
np.percentile(feature_data, 25), # 25th percentile
np.percentile(feature_data, 75), # 75th percentile
])
# Trend features
if len(feature_data) > 1:
# Linear trend (slope)
x = np.arange(len(feature_data))
slope = np.polyfit(x, feature_data, 1)[0]
sample_features.append(slope)
# Rate of change
rate_of_change = (feature_data[-1] - feature_data[0]) / feature_data[0] if feature_data[0] != 0 else 0
sample_features.append(rate_of_change)
else:
sample_features.extend([0.0, 0.0])
# Pad or truncate to expected feature size
while len(sample_features) < self.feature_input_shape:
sample_features.append(0.0)
sample_features = sample_features[:self.feature_input_shape]
features.append(sample_features)
return np.array(features, dtype=np.float32)
except Exception as e:
logger.error(f"Error extracting features from time series: {e}")
# Fallback to zeros if extraction fails
return np.zeros((X_ts.shape[0], self.feature_input_shape), dtype=np.float32)
# Get predictions
y_proba = self.model.predict([X_ts, X_features])